So I was having a nice run through the countryside heading over to a dungeon to loot when a dragon appeared. Usually im ok with this because I dont mind collecting the gold and resources, but at this moment in time I was too tired to deal with it. Then out of nowhere a second dragon comes.
I ran behind a rock and then heard the "Dragon is on the ground now" sound and I saw one dragon was dead on the ground. I could loot it and take its soul as if I killed it. So the only thing I could determine was that the second dragon killed this other one. The second dragon had a slightly lower health bar so I guess its possible.

Anything like this ever happen to any of you?

You sure you didn't summon the second dragon? I'm not sure if dragons can fight each other. I could be wrong though.